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Re: st: coldiag2 in svy:reg
At 01:24 PM 8/1/2006, Huang, Shi wrote:
Dear list:
I was running svy:reg with pweight and psu. My question is whether
the postestimation command COLDIAG2 already taken the weight and psu
into account?
You might check with the author or try something where the result is
known. However, my guess is that the answer is no. Just skimming
through the code, I don't see how weights would get incorporated into
the calculations. Further, the command was written for version 7,
before the svy: prefix existed. But, I could be wrong.
In general, I would work under the assumption that a user-written
post-estimation command does NOT work with svy, unless the
documentation explicitly says so. For that matter, I wouldn't assume
that it works correctly with weighted data unless the docs say
so. Many user-written commands are old, and even if they aren't
authors may not have anticipated all the different ways users may try
to use their commands. You may be pleasantly surprised and find that
it works fine, but don't just assume that until you've been able to
confirm it. Indeed, it is possible that you'll get an answer, but it
will be the wrong one, because the program has not checked to see if
you were using weights or svy or whatever. There are some great
freebie programs out there, but most of it has not undergone the
level of error-checking that official Stata programs have.
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Richard Williams, Notre Dame Dept of Sociology
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